+301.1%
GDXJ vs PPL
+58.0%
+243.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | +2.7% | -2.5% | -1.0% |
| 30D | +17.9% | +0.5% | +17.4% | +17.5% |
| 3M | +15.3% | +0.7% | +14.6% | +14.5% |
| 6M | -9.4% | -7.6% | -1.8% | -6.3% |
| YTD | +13.4% | +1.8% | +11.6% | +11.6% |
| 1Y | +59.7% | -0.8% | +60.4% | +59.0% |
| All | +301.1% | +58.0% | +243.0% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling